-36.4%
HOOD vs FERG
+5.2%
-41.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.0% |
| 7D | -3.2% | +6.4% | -9.7% | -6.2% |
| 30D | -22.6% | +19.9% | -42.5% | -29.4% |
| 3M | -10.4% | +5.6% | -15.9% | -13.0% |
| 6M | +4.7% | +9.2% | -4.5% | -0.1% |
| YTD | -25.2% | +20.6% | -45.9% | -35.1% |
| All | -36.4% | +5.2% | -41.6% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling